Mitsubishi Materials Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.56% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2104 | 25.51 | |
| 0.1176 | 41.14 | |
| 0.8521 | 258.28 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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